A note on the ergodicity of non-linear autoregressive model
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- Bhattacharya, Rabi & Lee, Chanho, 1995. "On geometric ergodicity of nonlinear autoregressive models," Statistics & Probability Letters, Elsevier, vol. 22(4), pages 311-315, March.
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"Stability of nonlinear AR-GARCH models,"
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KeywordsMarkov chain Ergodicity Geometric ergodicity Non-linear autoregressive model;
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